Soc. Generale Call 125 TSM 20.12.2024
/ DE000SH8LP02
Soc. Generale Call 125 TSM 20.12..../ DE000SH8LP02 /
| 14/11/2024 18:44:03 |
Chg.+0.070 |
Bid19:37:25 |
Ask19:37:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.080EUR |
+1.16% |
6.090
Bid Size: 50,000 |
6.110
Ask Size: 50,000 |
Taiwan Semiconductor... |
125.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SH8LP0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2022 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.87 |
| Intrinsic value: |
5.84 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.36 |
| Parity: |
5.84 |
| Time value: |
0.13 |
| Break-even: |
178.01 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.95 |
| Theta: |
-0.07 |
| Omega: |
2.82 |
| Rho: |
0.11 |
Quote data
| Open: |
5.970 |
| High: |
6.290 |
| Low: |
5.970 |
| Previous Close: |
6.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.08% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+31.03% |
| YTD |
|
|
+930.51% |
| 1 Year |
|
|
+1092.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.220 |
6.010 |
| 1M High / 1M Low: |
7.730 |
5.860 |
| 6M High / 6M Low: |
7.730 |
2.970 |
| High (YTD): |
17/10/2024 |
7.730 |
| Low (YTD): |
05/01/2024 |
0.430 |
| 52W High: |
17/10/2024 |
7.730 |
| 52W Low: |
04/12/2023 |
0.390 |
| Avg. price 1W: |
|
6.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.975 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.320 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
139.42% |
| Volatility 6M: |
|
133.25% |
| Volatility 1Y: |
|
156.40% |
| Volatility 3Y: |
|
- |
